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The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order - MaRDI portal

The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order (Q785207)

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scientific article; zbMATH DE number 7228825
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English
The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order
scientific article; zbMATH DE number 7228825

    Statements

    The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order (English)
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    5 August 2020
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    diffusion-wave partial differential equations
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    fractional calculus
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    Brownian motion process
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    Crank-Nicolson method
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    Hermite-based approach
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    spline approximation
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